+8.2%
ISRG vs TEM
+111.1%
-102.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.0% | -9.3% | +0.7% |
| 7D | +5.4% | +7.6% | -2.2% | +4.6% |
| 30D | +8.6% | +19.0% | -10.4% | +6.6% |
| 3M | +21.6% | +62.2% | -40.6% | +14.7% |
| 6M | +2.3% | +69.4% | -67.0% | -4.6% |
| YTD | -18.7% | +43.0% | -61.7% | -23.3% |
| 1Y | -17.8% | +18.0% | -35.8% | -21.1% |
| All | +8.2% | +111.1% | -102.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling